CVAR and VAR computations. Loss vs Return functions

Hello Everyone,

I am trying to understand the output of estimatePortVaR and estimatePortRisk functions for CVAR object. In the example below VAR = -15.3232 and CVAR = -14.9043. I seems to meet that minus sign is not necessary (simply by looking as histogram). I guess that minus sign comes from VAR definition, which uses loss function, rather then return function.

Any thoughts?

m = 17;
C = 1;

WeightsMean = 1;

AssetScenarios = mvnrnd(m, C, 20000);

hist(AssetScenarios, 300);
p = PortfolioCVaR;
p = p.setScenarios(AssetScenarios);
p = p.setDefaultConstraints;
p = p.setProbabilityLevel(0.95);

pvar = estimatePortVaR(p, WeightsMean)
    pcvar = estimatePortRisk(p, WeightsMean)

P.s. I do not know how to format text on this board